| Trading Metrics calculated at close of trading on 11-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2017 |
11-May-2017 |
Change |
Change % |
Previous Week |
| Open |
19,950 |
19,955 |
5 |
0.0% |
19,225 |
| High |
19,985 |
20,005 |
20 |
0.1% |
19,755 |
| Low |
19,875 |
19,805 |
-70 |
-0.4% |
19,185 |
| Close |
19,965 |
19,875 |
-90 |
-0.5% |
19,725 |
| Range |
110 |
200 |
90 |
81.8% |
570 |
| ATR |
216 |
214 |
-1 |
-0.5% |
0 |
| Volume |
9,315 |
11,797 |
2,482 |
26.6% |
31,457 |
|
| Daily Pivots for day following 11-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,495 |
20,385 |
19,985 |
|
| R3 |
20,295 |
20,185 |
19,930 |
|
| R2 |
20,095 |
20,095 |
19,912 |
|
| R1 |
19,985 |
19,985 |
19,893 |
19,940 |
| PP |
19,895 |
19,895 |
19,895 |
19,873 |
| S1 |
19,785 |
19,785 |
19,857 |
19,740 |
| S2 |
19,695 |
19,695 |
19,838 |
|
| S3 |
19,495 |
19,585 |
19,820 |
|
| S4 |
19,295 |
19,385 |
19,765 |
|
|
| Weekly Pivots for week ending 05-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,265 |
21,065 |
20,039 |
|
| R3 |
20,695 |
20,495 |
19,882 |
|
| R2 |
20,125 |
20,125 |
19,830 |
|
| R1 |
19,925 |
19,925 |
19,777 |
20,025 |
| PP |
19,555 |
19,555 |
19,555 |
19,605 |
| S1 |
19,355 |
19,355 |
19,673 |
19,455 |
| S2 |
18,985 |
18,985 |
19,621 |
|
| S3 |
18,415 |
18,785 |
19,568 |
|
| S4 |
17,845 |
18,215 |
19,412 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,040 |
19,475 |
565 |
2.8% |
197 |
1.0% |
71% |
False |
False |
10,087 |
| 10 |
20,040 |
19,170 |
870 |
4.4% |
192 |
1.0% |
81% |
False |
False |
8,467 |
| 20 |
20,040 |
18,255 |
1,785 |
9.0% |
205 |
1.0% |
91% |
False |
False |
10,082 |
| 40 |
20,040 |
18,255 |
1,785 |
9.0% |
224 |
1.1% |
91% |
False |
False |
11,742 |
| 60 |
20,040 |
18,255 |
1,785 |
9.0% |
223 |
1.1% |
91% |
False |
False |
9,406 |
| 80 |
20,040 |
18,255 |
1,785 |
9.0% |
225 |
1.1% |
91% |
False |
False |
7,060 |
| 100 |
20,040 |
18,255 |
1,785 |
9.0% |
211 |
1.1% |
91% |
False |
False |
5,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,855 |
|
2.618 |
20,529 |
|
1.618 |
20,329 |
|
1.000 |
20,205 |
|
0.618 |
20,129 |
|
HIGH |
20,005 |
|
0.618 |
19,929 |
|
0.500 |
19,905 |
|
0.382 |
19,882 |
|
LOW |
19,805 |
|
0.618 |
19,682 |
|
1.000 |
19,605 |
|
1.618 |
19,482 |
|
2.618 |
19,282 |
|
4.250 |
18,955 |
|
|
| Fisher Pivots for day following 11-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
19,905 |
19,923 |
| PP |
19,895 |
19,907 |
| S1 |
19,885 |
19,891 |
|